+62.0%
EW vs ALLY
+61.3%
+0.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +2.4% |
| 7D | +12.3% | -0.2% | +12.5% | +12.3% |
| 30D | +22.9% | +3.4% | +19.4% | +22.4% |
| 3M | +16.7% | -11.1% | +27.8% | +18.1% |
| 6M | +31.0% | -11.5% | +42.4% | +32.5% |
| YTD | +22.8% | -12.3% | +35.2% | +24.1% |
| 1Y | +25.6% | +1.1% | +24.5% | +25.3% |
| 3Y | +62.0% | +64.8% | -2.8% | +46.1% |
| All | +62.0% | +61.3% | +0.7% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ALLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling